robosats/api/utils.py

import requests, ring, os
from decouple import config
import numpy as np
import requests

from api.models import Order

def get_tor_session():
    session = requests.session()
    # Tor uses the 9050 port as the default socks port
    session.proxies = {'http':  'socks5://127.0.0.1:9050',
                       'https': 'socks5://127.0.0.1:9050'}
    return session

market_cache = {}
@ring.dict(market_cache, expire=3)  # keeps in cache for 3 seconds
def get_exchange_rates(currencies):
    """
    Params: list of currency codes.
    Checks for exchange rates in several public APIs.
    Returns the median price list.
    """

    session = get_tor_session()

    APIS = config("MARKET_PRICE_APIS",
                  cast=lambda v: [s.strip() for s in v.split(",")])

    api_rates = []
    for api_url in APIS:
        try:  # If one API is unavailable pass
            if "blockchain.info" in api_url:
                blockchain_prices = session.get(api_url).json()
                blockchain_rates = []
                for currency in currencies:
                    try:  # If a currency is missing place a None
                        blockchain_rates.append(
                            float(blockchain_prices[currency]["last"]))
                    except:
                        blockchain_rates.append(np.nan)
                api_rates.append(blockchain_rates)

            elif "yadio.io" in api_url:
                yadio_prices = session.get(api_url).json()
                yadio_rates = []
                for currency in currencies:
                    try:
                        yadio_rates.append(float(
                            yadio_prices["BTC"][currency]))
                    except:
                        yadio_rates.append(np.nan)
                api_rates.append(yadio_rates)
        except:
            pass

    if len(api_rates) == 0:
        return None  # Wops there is not API available!

    exchange_rates = np.array(api_rates)
    median_rates = np.nanmedian(exchange_rates, axis=0)

    return median_rates.tolist()


def get_lnd_version():

    # If dockerized, return LND_VERSION envvar used for docker image.
    # Otherwise it would require LND's version.grpc libraries...
    try:
        lnd_version = config("LND_VERSION")
        return lnd_version
    except:
        pass

    # If not dockerized and LND is local, read from CLI
    try:
        stream = os.popen("lnd --version")
        lnd_version = stream.read()[:-1]
        return lnd_version
    except:
        return ""


robosats_commit_cache = {}
@ring.dict(robosats_commit_cache, expire=3600)
def get_commit_robosats():

    commit = os.popen('git log -n 1 --pretty=format:"%H"')
    commit_hash = commit.read()

    return commit_hash

premium_percentile = {}
@ring.dict(premium_percentile, expire=300)
def compute_premium_percentile(order):

    queryset = Order.objects.filter(
        currency=order.currency, status=Order.Status.PUB).exclude(id=order.id)

    print(len(queryset))
    if len(queryset) <= 1:
        return 0.5

    order_rate = float(order.last_satoshis) / float(order.amount)
    rates = []
    for similar_order in queryset:
        rates.append(
            float(similar_order.last_satoshis) / float(similar_order.amount))

    rates = np.array(rates)
    return round(np.sum(rates < order_rate) / len(rates), 2)


def compute_avg_premium(queryset):
    weighted_premiums = []
    volumes = []
    for tick in queryset:
        weighted_premiums.append(tick.premium * tick.volume)
        volumes.append(tick.volume)

    total_volume = sum(volumes)
    # Avg_premium is the weighted average of the premiums by volume
    avg_premium = sum(weighted_premiums) / total_volume
    return avg_premium, total_volume